Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters

DOI10.1016/S0378-3758(00)00345-1zbMath0982.62014OpenAlexW2013027676MaRDI QIDQ5943793

Bing Li

Publication date: 7 April 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00345-1

zbMATH Keywords

likelihood ratio testnuisance parametersWald testfactorizationlocal alternativesEdgeworth expansionRao's score test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (8)

Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling ⋮ Unnamed Item ⋮ A novel power-based approach to Gaussian kernel selection in the kernel-based association test ⋮ Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter ⋮ Tensors and likelihood expansions in the presence of nuisance parameters ⋮ Two score and 10 years of score tests ⋮ Linear regression models with slash-elliptical errors ⋮ Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches

Cites Work

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• On Large-Sample Estimation and Testing in Parametric Models
• Local sufficiency
• Local ancillarity
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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